-10.8%
DOW vs JBL
+1,077.8%
-1,088.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.6% | -3.6% |
| 7D | -2.4% | +3.0% | -5.4% | -3.6% |
| 30D | +0.4% | -8.3% | +8.6% | +3.3% |
| 3M | -14.4% | -16.9% | +2.5% | -9.6% |
| 6M | -7.0% | +21.8% | -28.7% | -19.4% |
| YTD | +30.2% | +36.3% | -6.1% | +5.7% |
| 1Y | +29.2% | +49.5% | -20.3% | -0.8% |
| 3Y | -36.7% | +170.6% | -207.3% | -66.9% |
| 5Y | -37.7% | +408.4% | -446.1% | -78.7% |
| All | -10.8% | +1,077.8% | -1,088.6% | -82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded JBL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling